+1,343.2%
NRG vs ITOT
+887.7%
+455.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -4.7% | -0.9% | -3.8% | -3.7% |
| 30D | -6.0% | -1.5% | -4.5% | -4.4% |
| 3M | -8.0% | +3.6% | -11.5% | -11.6% |
| 6M | -23.2% | +13.7% | -36.9% | -33.0% |
| YTD | -28.1% | +12.9% | -41.0% | -36.7% |
| 1Y | -27.3% | +17.2% | -44.4% | -38.2% |
| 3Y | +208.7% | +75.6% | +133.0% | +75.7% |
| 5Y | +197.7% | +75.5% | +122.2% | +66.6% |
| 10Y | +1,103.3% | +302.0% | +801.4% | +173.0% |
| All | +1,343.2% | +887.7% | +455.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling